Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,226 CHF | 72,226 CHF | 99.76% | 99.76% |
12/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 70,658 CHF | 71,658 CHF | 98.93% | 98.93% |
11/07/2024 | 1.53% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 68,970 CHF | 69,975 CHF | 97.80% | 97.80% |
10/07/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,339 CHF | 69,339 CHF | 99.99% | 99.99% |
09/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,673 CHF | 69,673 CHF | 99.99% | 99.99% |
08/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,003 CHF | 72,003 CHF | 100.00% | 100.00% |
05/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 68,974 CHF | 69,974 CHF | 98.86% | 98.86% |
04/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,178 CHF | 68,178 CHF | 99.00% | 99.00% |
03/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,202 CHF | 66,202 CHF | 99.41% | 99.41% |
02/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,933 CHF | 64,933 CHF | 99.99% | 99.99% |